# Efficient estimation of heterogeneous coefficients in panel data models with common shocks

> Research article (Journal of Econometrics, 2019) · cited 30× · AI/ML

**Wikidata**: [openalex:W3119701859](https://www.wikidata.org/wiki/openalex:W3119701859)  
**Source**: https://4ort.xyz/entity/efficient-estimation-of-heterogeneous-coefficients-in-panel-data-models-with-common-shocks
